AI.PA vs. ASM.AS

In the year-to-date period, AI.PA achieves a 1.84% return, which is significantly lower than ASM.AS's 6.08% return. Over the past 10 years, AI.PA has underperformed ASM.AS with an annualized return of 11.36%, while ASM.AS has yielded a comparatively higher 33.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for L'Air Liquide S.A. (AI.PA) and ASM International NV (ASM.AS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current AI.PA Sharpe Ratio is 0.21, which is comparable to the ASM.AS Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of AI.PA and ASM.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AI.PA's dividend yield for the trailing twelve months is around 1.82%, more than ASM.AS's 0.55% yield.

The maximum AI.PA drawdown since its inception was -39.43%, smaller than the maximum ASM.AS drawdown of -87.99%. Use the drawdown chart below to compare losses from any high point for AI.PA and ASM.AS. For additional features, visit the drawdowns tool.

The current volatility for L'Air Liquide S.A. (AI.PA) is 6.18%, while ASM International NV (ASM.AS) has a volatility of 12.36%. This indicates that AI.PA experiences smaller price fluctuations and is considered to be less risky than ASM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between L'Air Liquide S.A. and ASM International NV. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.